-9.5%
VMC vs FLR
+31.2%
-40.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.2% |
| 7D | -4.3% | +5.4% | -9.8% | -4.9% |
| 30D | -8.2% | +11.4% | -19.6% | -9.6% |
| 3M | -7.0% | +11.4% | -18.5% | -8.6% |
| 6M | -10.8% | +16.6% | -27.4% | -13.2% |
| YTD | -7.4% | +41.7% | -49.1% | -12.7% |
| 1Y | -9.5% | +35.4% | -44.9% | -14.0% |
| All | -9.5% | +31.2% | -40.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling